|
Zapiski Nauchnykh Seminarov POMI, 2004, Volume 320, Pages 54–68
(Mi znsl595)
|
|
|
|
This article is cited in 6 scientific papers (total in 6 papers)
Minimax detection of signal in weighted Gaussian white noise
M. S. Ermakov Saint-Petersburg State University
Abstract:
We consider the problem of signal detection in weighted Gaussian white noise where the set of alternatives is
essentially nonparametric. In this setting we find the family of asymptotically minimax tests. The results are
extended on the case of tested parametric hypothesis versus nonparametric sets of alternatives.
Received: 25.06.2004
Citation:
M. S. Ermakov, “Minimax detection of signal in weighted Gaussian white noise”, Probability and statistics. Part 8, Zap. Nauchn. Sem. POMI, 320, POMI, St. Petersburg, 2004, 54–68; J. Math. Sci. (N. Y.), 137:1 (2006), 4516–4524
Linking options:
https://www.mathnet.ru/eng/znsl595 https://www.mathnet.ru/eng/znsl/v320/p54
|
Statistics & downloads: |
Abstract page: | 215 | Full-text PDF : | 76 | References: | 43 |
|